-12.9%
CHYM vs CF
+47.9%
-60.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.2% |
| 7D | +2.1% | -0.9% | +3.0% | +1.9% |
| 30D | +11.0% | +18.1% | -7.0% | +13.4% |
| 3M | +83.9% | +23.4% | +60.5% | +88.5% |
| 6M | +45.3% | +17.1% | +28.2% | +45.4% |
| YTD | +28.4% | +76.2% | -47.9% | +20.5% |
| 1Y | +32.2% | +62.3% | -30.1% | +26.2% |
| All | -12.9% | +47.9% | -60.9% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling